The option to transfer KSP Store licenses to Steam is only available for those who bought KSP before it originally came out on Steam, March 20, 2013. Note that if you do qualify for a transfer and choose to do it, the process is OPTIONAL and IRREVERSIBLE. If you transfer your purchase to Steam, you will no longer be able to download or update the game from the KSP Store. To move to Steam, log in to your KSP Store profile and you will find the button to start the process next to your download link. If you can’t see the button in your profile it means you purchased the game after it was on Steam and you are not eligible.
If you're still having issues, please submit a support ticket here.